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entry being miscalculated

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    entry being miscalculated

    For some reason, why i make trades on sim, after i get filled on my first target, the entry color shifts down. The calculations are done properly in the account performance tab, but my entry is not correct. I know that if you have multiple entry points, it calculates it as first in first out. But my entry was 1 tick apart, after my first fill, the entry color shifted down by 6 ticks.


    Its happened more than once today.
    Any help

    I just checked, i didn't even have FIFO checked in the first place.. So I still dont understand as to why this happens
    Last edited by playafh69; 01-28-2011, 02:54 PM.

    #2
    playafh69,

    Thank you for your post.

    With 'Use FIFO for Position Avg. Price Calculations' unchecked, these differences would be as expected. Please check this setting and let me know if you're seeing the same behavior.
    KyleNinjaTrader Customer Service

    Comment


      #3
      Ok...

      I added one car in the super dom at 68, and for some reason, it shows an entry at 67..
      Here's a screenshot with charttrader on, next to supermdom. It shows an entry on 68 ,not 67.


      Why is this happening. This is after i checked FIFO
      Attached Files

      Comment


        #4
        playafh69,

        Please send a note to Support [AT] NinjaTrader [DOT] com.

        In the note, include the following:

        1.) A link to this thread.

        2.) Your log and trace files from today's date:
        You will find the log file in the Documents > NinjaTrader 7 > Log folder.
        • The log file will be named ‘log.YYYYMMDD.txt’

        You will find the trace file in the Documents > NinjaTrader 7 > Trace folder.
        • The trace file will be named ‘trace.YYYYMMDD.txt’



        3.) The order ID of all relevant orders in this trade.
        KyleNinjaTrader Customer Service

        Comment


          #5
          This was a sim trade... Will it still have an order ID?

          Comment


            #6
            Hi playafh69,

            Yes, the order will still have a unique ID. It should be listed in the Orders and the Executions tabs of the Control Center.
            KyleNinjaTrader Customer Service

            Comment


              #7
              YES ! There are unique IDs even in SIM

              Comment


                #8
                I think i know what may be the problem. I have a shadow strategy that never executes properly. I noticed I had 3 exits, but i still had a position on. When I hit flatten all, it says order filled, even though im flat on both accounts( sim and real).
                I can hit flatten all 20x, and each time it says order filled.
                So it may be averaging a phatom order on sim.

                Any luck on your side trying to replicate this?

                Comment


                  #9
                  Hello,

                  Unable to replicate on my side.

                  If you take the shadow order out does this then verify this is the issue here?

                  If so can yo please reset the Sim account.

                  Resetting a simulation account will clear all historical trade data from this account. Please follow the instructions below to reset a simulation account.
                  From the NinjaTrader Control Center window select the menu Tools > Options
                  Select the "Simulator" tab
                  Press the "Reset" button


                  Let me know if I can be of further assistance.

                  Comment


                    #10
                    ahhhh.
                    I did. I place a sim order after reset to sell one car short. Now, not only is it still off, but it did 7 cars instead of 1.
                    I don't get it. I think the shadow strategy might have some flaws.

                    Comment


                      #11
                      Hello,

                      CAn you please send this database to support at ninjatrader dot com so that we may look into this.

                      The easiest way to do this if it is possible on your network if to goto Control Center->Help->Mail To Support and click the check mark to send the database.

                      Then plaese reference this forum post and put ATTN: Brett in the subject line.

                      I look forward to assisting you further.

                      Comment


                        #12
                        I still haven't been able to get this issue resolved, and its being a major problem. Here's a video


                        You can see that limit orders don't get filled, and market orders get filled for some reason at the wrong price.

                        Comment


                          #13
                          Please see my instruction in my previous post.

                          Thanks.

                          Comment


                            #14
                            Sorry, Thought this was another post.

                            Please send log and trace files to support at ninjatrader dot com and reference this forum post put ATTN: Brett in the subject line.

                            Control Center->Help->Mail To Support.

                            Also are you able to reproduce this at will?

                            I look forward to assisting you further.

                            Comment


                              #15
                              Hello Brett,

                              Similar problem here. The DOM is displaying my theoretical average and P/L, but the two numbers disagree. Looks like a regression in the latest version, never seen this one before.

                              Geo
                              Attached Files

                              Comment

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